+161.6%
HALO vs USFR
+20.6%
+141.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | -2.7% | +0.1% | -2.9% | -3.0% |
| 30D | +5.3% | +0.4% | +5.0% | +4.5% |
| 3M | +51.6% | +1.0% | +50.5% | +47.9% |
| 6M | +61.3% | +2.0% | +59.3% | +53.5% |
| YTD | +59.3% | +2.8% | +56.5% | +48.0% |
| 1Y | +38.3% | +4.1% | +34.2% | +23.3% |
| 3Y | +185.9% | +14.1% | +171.7% | +103.5% |
| All | +161.6% | +20.6% | +141.0% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling